Research output per year
Research output per year
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Dive into the research topics where Jevgenijs Ivanovs is active. These topic labels come from the works of this person. Together they form a unique fingerprint.
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Collaborations and top research areas from the last five years
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A series expansion formula of the scale matrix with applications in CUSUM analysis
Ivanovs, J. & Yamazaki, K., Apr 2024, In: Stochastic Processes and Their Applications. 170, 104300.Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research › peer-review
Open Access1 Citation (Scopus) -
Lévy processes conditioned to stay in a half-space with applications to directional extremes
Ivanovs, J. & Thøstesen, J. D., Jan 2023, In: Modern Stochastics: Theory and Applications. 10, 1, p. 59-75 17 p.Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research › peer-review
Open Access -
Optimal estimation of the supremum and occupation times of a self-similar Lévy process
Ivanovs, J. & Podolskij, M., Jul 2022, In: Electronic Journal of Statistics. 16, 1, p. 892-934 43 p.Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research › peer-review
Open Access3 Citations (Scopus) -
Probability of total domination for transient reflecting processes in a quadrant
Fomichov, V., Franceschi, S. & Ivanovs, J., 14 Dec 2022, In: Advances in Applied Probability. 54, 4, p. 1094-1138 45 p.Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research › peer-review
Open Access2 Citations (Scopus) -
Discretization of the Lamperti representation of a positive self-similar Markov process
Ivanovs, J. & Thøstesen, J. D., Jul 2021, In: Stochastic Processes and Their Applications. 137, p. 200-221 22 p.Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research › peer-review
Prizes
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2011 Trust Prize from Applied Probability Trust in recognition of the excellent PhD thesis
Ivanovs, J. (Recipient), 2011
Prize: Prizes, scholarships, distinctions
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Erlang prize from INFORMS Applied Probability Society
Ivanovs, J. (Recipient), 2020
Prize: Prizes, scholarships, distinctions
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First prize for the best presentations at the Conference in Actuarial Science & Finance on Samos 2012
Ivanovs, J. (Recipient), 2012
Prize: Prizes, scholarships, distinctions
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PhD thesis award 2012 from the Dutch Society for Statistics and OR
Ivanovs, J. (Recipient), 2013
Prize: Prizes, scholarships, distinctions
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Sapere Aude Starting grant 2018
Ivanovs, J. (Recipient), 2018
Prize: Prizes, scholarships, distinctions